Infinite Excess Entropy Processes with Countable-State Generators

Entropy

Nicholas F. Travers¹ 

[1] Complexity Sciences Center, University of California at Davis, One Shields Avenue, Davis, CA 95616, USA

关键词: stationary stochastic process;    hidden Markov model;    epsilon-machine;    ergodicity;    entropy rate;    excess entropy;    mutual information;   

DOI  :  10.3390/e16031396

来源: mdpi

【 摘 要 】

We present two examples of finite-alphabet, infinite excess entropy processes generated by stationary hidden Markov models (HMMs) with countable state sets. The first, simpler example is not ergodic, but the second is. These are the first explicit constructions of processes of this type.

PACS Classification: 02.50.-r 89.70.+c 05.45.Tp 02.50.Ey

【 授权许可】

CC BY   
© 2014 by the authors; licensee MDPI, Basel, Switzerland